很簡單的交易代碼,開盤賣1口
If Position = 0 And Filled = 0
Then
Begin
SetPosition(-1, Close);
End;
執行記錄:
時間,商品,動作,內容
"20230425 08:36:15.773","--","啟動","--"
"20230425 08:36:15.773","台股指數近月(一般)","啟動商品","--"
"20230425 08:36:15.907","台股指數近月(一般)","資料準備完成","--"
"20230425 08:45:00.520","台股指數近月(一般)","開始即時洗價","目前部位:0 成本:0"
"20230425 08:45:00.522","台股指數近月(一般)","列印","currTime: 84500.000000 Time: 84500.000000 "
"20230425 08:45:00.524","台股指數近月(一般)","交易指令","實際部位:0 目標部位:-1 價格:15646 (指令行數:46)"
"20230425 08:45:00.723","台股指數近月(一般)","賣出委託","賣出 1 口 15646.00 (自動/ROD) 委託書號:1A699 時間:08:45:00.723"
"20230425 08:45:00.760","台股指數近月(一般)","交易區間結束","調整後部位:0"
"20230425 08:45:00.761","台股指數近月(一般)","列印","currTime: 84500.000000 Time: 84500.000000 "
"20230425 08:45:00.761","台股指數近月(一般)","交易指令","實際部位:0 目標部位:-1 價格:15646 (指令行數:46)"
"20230425 08:45:00.971","台股指數近月(一般)","賣出委託","賣出 1 口 15646.00 (自動/ROD) 委託書號:1A718 時間:08:45:00.971"
8:45:00.524 交易指令發出委託後,此時position=-1
8:45:00.760 你們竟然自行給我置0,請解釋一下?
於是程式又再次進入賣出操作
8:45:00.761 再次委託賣出1口
最終交易所給我成交了2口
2 評論